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Lectures on Stochastic Programming: Modeling and Theory

SPbook 2009/4/21page iiiiiiiiiLectures on Stochastic programming : Modeling and TheoryAlexander ShapiroDarinka DentchevaAndrzej Ruszczy nskiTo be published bySIAM, Philadelphia, 2009. SPbook 2009/4/21page iiiiiiiiiiDarinka DentchevaDepartment of Mathematical SciencesStevens Institute of TechnologyHoboken, NJ 07030, USAA ndrzej Ruszczy nskiDepartment of Management Science and Information SystemsRutgers UniversityPiscataway, NJ 08854, USAA lexander ShapiroSchool of Industrial and Systems EngineeringGeorgia Institute of TechnologyAtlanta, GA 30332, USA SPbook 2009/4/21page iiiiiiiiiiiPrefaceThe main topic of this book are optimization problems involving uncertain parame-ters, for which Stochastic models are available.

“SPbook” 2009/4/21 page i i i i i i i i i Lectures on Stochastic Programming: Modeling and Theory Alexander Shapiro Darinka Dentcheva Andrzej Ruszczynski´ To be …

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